SPYM
SPDR Portfolio S&P 500 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPYM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 31.58% | 30.03% | 6.92% | 12.73% | 13.58% | 15.22% | 10.07% | 11.02% |
| Sharpe Ratio | 2.22 | 2.13 | 0.47 | 0.72 | 0.89 | 0.79 | 0.68 | 0.55 |
| Max Drawdown | -8.90% | -8.90% | -24.98% | -24.48% | -24.98% | -33.87% | -25.74% | -53.40% |
| % Time Invested | 99.6% | 100.0% | 75.6% | 100.0% | 82.9% | 100.0% | 80.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.7 | 0.0 | 0.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-04-30 | Open | Open | 100% | $63.67 | $83.76 | 31.56% | Mark-to-Market |
| 2025-04-07 | 2025-04-30 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-12-05 | 2025-04-07 | Completed | 100% | $51.84 | $56.86 | 9.68% | Stop |
| 2023-11-10 | 2023-12-05 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-08 | 2023-11-10 | Completed | 100% | $49.81 | $49.64 | -0.35% | Signal |
| 2022-11-21 | 2023-11-08 | Interest | 100% | $1.00 | $1.04 | 3.73% | Interest Income |
| 2022-10-18 | 2022-11-21 | Completed | 100% | $42.01 | $44.22 | 5.26% | Signal |
| 2022-09-26 | 2022-10-18 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-06-02 | 2022-09-26 | Completed | 100% | $45.47 | $41.03 | -9.77% | Stop |
| 2022-05-10 | 2022-06-02 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-03-24 | 2022-05-10 | Completed | 100% | $25.22 | $44.94 | 78.17% | Stop |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-16 | 2020-03-02 | Completed | 100% | $27.33 | $31.92 | 16.81% | Stop |
| 2018-12-21 | 2019-01-16 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-09-29 | 2018-12-21 | Completed | 100% | $21.70 | $25.73 | 18.57% | Stop |
| 2016-05-20 | 2016-09-29 | Interest | 100% | $1.00 | $1.01 | 0.58% | Interest Income |
| 2011-08-31 | 2016-05-20 | Completed | 100% | $11.08 | $20.40 | 84.18% | Signal |
| 2011-08-09 | 2011-08-31 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-09 | Completed | 100% | $9.55 | $10.31 | 7.97% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-30 | 2010-05-07 | Completed | 100% | $10.29 | $9.88 | -4.04% | Stop |
| 2009-09-01 | 2010-03-30 | Interest | 100% | $1.00 | $1.02 | 2.02% | Interest Income |
| 2009-08-28 | 2009-09-01 | Completed | 100% | $8.99 | $8.90 | -1.08% | Signal |
| 2008-07-09 | 2009-08-28 | Interest | 100% | $1.00 | $1.04 | 3.81% | Interest Income |
| 2008-02-14 | 2008-07-09 | Completed | 100% | $11.32 | $10.56 | -6.73% | Signal |
| 2008-01-23 | 2008-02-14 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-11-12 | 2008-01-23 | Completed | 100% | $11.96 | $10.54 | -11.84% | Stop |
| 2007-11-08 | 2007-11-12 | Interest | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
